i asked earlier an question, your answer is:

cvx_begin

variable S(K,T)

minimize(sum(norms(S’)))

subject to

norm(Y-A*S,‘fro’)<=beta

cvx_end

Thanks for that.

My problem has to perform in a real time application, so it is not good to go through CVX each time. It suffices for me (that CVX) transform problem to suitable form only once. How can i get suitable form for e.g sedumi(a,b,c,k) by CVX only once ?